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BRIC.L vs. SWDA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

BRIC.L vs. SWDA.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares BIC 50 UCITS ETF (Dist) GBP (BRIC.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).

BRIC.L and SWDA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BRIC.L is a passively managed fund by iShares that tracks the performance of the FTSE BIC 50 Net of Tax Index. It was launched on Apr 20, 2007. SWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 25, 2009. Both BRIC.L and SWDA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

BRIC.L vs. SWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares BIC 50 UCITS ETF (Dist) GBP (BRIC.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L). The values are adjusted to include any dividend payments, if applicable.

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BRIC.L vs. SWDA.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BRIC.L
iShares BIC 50 UCITS ETF (Dist) GBP		-5.61%20.81%15.70%-12.64%-20.29%-23.12%15.97%17.93%-3.04%24.05%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		-1.30%12.64%21.11%17.59%-8.33%23.64%12.25%23.03%-3.78%11.78%

Returns By Period

In the year-to-date period, BRIC.L achieves a -5.61% return, which is significantly lower than SWDA.L's -1.30% return. Over the past 10 years, BRIC.L has underperformed SWDA.L with an annualized return of 4.35%, while SWDA.L has yielded a comparatively higher 12.86% annualized return.

BRIC.L

1D
0.36%
1M
-2.27%
YTD
-5.61%
6M
-12.93%
1Y
-2.87%
3Y*
4.47%
5Y*
-6.45%
10Y*
4.35%

SWDA.L

1D
1.95%
1M
-3.36%
YTD
-1.30%
6M
2.30%
1Y
16.83%
3Y*
14.80%
5Y*
11.37%
10Y*
12.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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iShares BIC 50 UCITS ETF (Dist) GBP

iShares Core MSCI World UCITS ETF USD (Acc)

Often compared with BRIC.L:
BRIC.L vs. VDEM.LBRIC.L vs. EXCS.LBRIC.L vs. PRAM.LBRIC.L vs. E127.LBRIC.L vs. ISAC.LBRIC.L vs. CNDX.LBRIC.L vs. CSP1.L
Often compared with SWDA.L:
SWDA.L vs. IWDA.LSWDA.L vs. VWRP.LSWDA.L vs. VWCE.DESWDA.L vs. SPYSWDA.L vs. IUSQ.DESWDA.L vs. EUN.LSWDA.L vs. VOO

BRIC.L vs. SWDA.L - Expense Ratio Comparison

BRIC.L has a 0.74% expense ratio, which is higher than SWDA.L's 0.20% expense ratio.

BRIC.L
iShares BIC 50 UCITS ETF (Dist) GBP
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)

Return for Risk

BRIC.L vs. SWDA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BRIC.L
BRIC.L Risk / Return Rank: 99
Overall Rank
BRIC.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BRIC.L Sortino Ratio Rank: 99
Sortino Ratio Rank
BRIC.L Omega Ratio Rank: 99
Omega Ratio Rank
BRIC.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
BRIC.L Martin Ratio Rank: 1010
Martin Ratio Rank
SWDA.L
SWDA.L Risk / Return Rank: 7272
Overall Rank
SWDA.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SWDA.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
SWDA.L Omega Ratio Rank: 6666
Omega Ratio Rank
SWDA.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
SWDA.L Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BRIC.L vs. SWDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares BIC 50 UCITS ETF (Dist) GBP (BRIC.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

BRIC.LSWDA.LDifference

Sharpe ratio

Return per unit of total volatility

-0.14

1.19

-1.32

Sortino ratio

Return per unit of downside risk

-0.05

1.66

-1.71

Omega ratio

Gain probability vs. loss probability

0.99

1.25

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.10

2.57

-2.66

Martin ratio

Return relative to average drawdown

-0.24

9.40

-9.64

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRIC.L vs. SWDA.L - Sharpe Ratio Comparison

The current BRIC.L Sharpe Ratio is -0.14, which is lower than the SWDA.L Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of BRIC.L and SWDA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

BRIC.LSWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

1.19

-1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

0.85

-1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.88

-0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.84

-0.71

Correlation

The correlation between BRIC.L and SWDA.L is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

BRIC.L vs. SWDA.L - Dividend Comparison

BRIC.L's dividend yield for the trailing twelve months is around 1.87%, while SWDA.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
BRIC.L
iShares BIC 50 UCITS ETF (Dist) GBP		1.87%1.76%2.77%2.67%3.63%1.60%1.49%2.07%2.95%1.99%1.86%2.62%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BRIC.L vs. SWDA.L - Drawdown Comparison

The maximum BRIC.L drawdown since its inception was -63.54%, which is greater than SWDA.L's maximum drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for BRIC.L and SWDA.L.

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Drawdown Indicators

BRIC.LSWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-63.54%

-25.58%

-37.96%

Max Drawdown (1Y)

Largest decline over 1 year

-16.43%

-10.26%

-6.17%

Max Drawdown (5Y)

Largest decline over 5 years

-52.50%

-18.50%

-34.00%

Max Drawdown (10Y)

Largest decline over 10 years

-59.20%

-25.58%

-33.62%

Current Drawdown

Current decline from peak

-39.21%

-3.59%

-35.62%

Average Drawdown

Average peak-to-trough decline

-21.76%

-3.52%

-18.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.71%

1.79%

+4.92%

Volatility

BRIC.L vs. SWDA.L - Volatility Comparison

iShares BIC 50 UCITS ETF (Dist) GBP (BRIC.L) has a higher volatility of 5.96% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 4.34%. This indicates that BRIC.L's price experiences larger fluctuations and is considered to be riskier than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BRIC.LSWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.96%

4.34%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

13.18%

8.09%

+5.09%

Volatility (1Y)

Calculated over the trailing 1-year period

20.70%

14.18%

+6.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.89%

13.38%

+15.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.55%

14.51%

+11.04%